First time in Vegas

I am playing 5/10 limit at Party and Pacific poker, winning my share, but I have never played poker in a B&M cardroom. I realize I have to try that, so I am going with a few pokerplaying friends to Vegas to give it a go sometime this winter.

We are all from Denmark, and none of us have been to Vegas before, so it would be awesome to get some recommendations as to which casinos have the best games, and about how soft the games are at the various limits.

I cant alltogether rule out that we need to sleep somewhere at some point. . . Is it obscenely expensive to stay in the casinoes where the good games are, or is that the way to go?